111. Let X have the chi-squared distribution with 2 degrees of freedom, so , x 0. Find...

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111. Let X have the chi-squared distribution with 2 degrees of freedom, so , x 0. Find the pdf of . Suppose you choose a point in two dimensions randomly, with the horizontal and vertical coordinates chosen independently from the standard normal distribution. Then X has the distribution of the squared distance from the origin and Y has the distribution of the distance from the origin. Because Y is the length of a vector with normal components, there are lots of applications in physics, and its distribution has the name Rayleigh.

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